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MRCI's End of Day Prices

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MRCI's End of Day Prices
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Daily Futures Price Listing Wed June 22, 2011
Most Recent Information Previous Day
Mth Date Open High Low Close Change Volume Open Int Change
Soybeans(CBOT)
Jul11 110622 1348.75 1351.75 1320.50 1330.25 -18.50 57,969 119,222 -3,282
Aug11 110622 1348.50 1351.25 1321.00 1331.00 -17.75 9,412 46,958 +1,029
Sep11 110622 1347.50 1350.00 1320.25 1329.00 -18.00 2,439 22,389 +266
Nov11 110622 1350.25 1353.75 1323.75 1332.50 -17.25 45,235 293,866 +935
Jan12 110622 1360.25 1362.00 1333.75 1342.25 -17.25 2,773 37,738 +673
Mar12 110622 1363.25 1363.25 1339.25 1346.25 -17.00 1,240 21,648 +165
May12 110622 1363.75 1364.00 1337.25 1344.50 -17.75 1,672 24,777 +478
Total Volume and Open Interest 121,959 595,575 +350
Soybean Meal(CBOT)
Jul11 110622 352.40 353.10 345.00 347.10 -4.60 23,813 47,075 -3,828
Aug11 110622 353.40 353.40 345.90 347.90 -3.80 6,426 47,150 +599
Sep11 110622 350.80 351.80 344.40 346.00 -3.80 2,499 22,071 +0
Oct11 110622 348.70 349.00 342.00 343.20 -3.70 1,338 16,292 -85
Dec11 110622 348.10 349.90 342.70 344.30 -3.40 12,627 66,966 +278
Jan12 110622 349.30 350.40 344.60 345.90 -3.40 273 6,118 +101
Mar12 110622 350.90 351.60 347.00 347.60 -3.30 182 3,585 +82
May12 110622 349.50 351.00 346.00 346.70 -3.20 120 5,182 -5
Total Volume and Open Interest 47,350 219,689 -2,863
Soybean Oil(CBOT)
Jul11 110622 56.55 56.61 55.57 56.15 -0.45 36,076 78,546 -6,412
Aug11 110622 56.84 56.86 55.76 56.37 -0.47 9,467 36,520 -967
Sep11 110622 57.12 57.14 56.07 56.65 -0.47 5,282 32,732 +784
Oct11 110622 57.37 57.43 56.40 56.93 -0.47 1,584 16,137 -223
Dec11 110622 57.92 57.98 56.90 57.50 -0.45 25,169 134,826 +3,196
Jan12 110622 58.06 58.22 57.20 57.76 -0.46 376 13,019 +55
Mar12 110622 58.59 58.59 57.60 58.11 -0.46 88 9,391 +41
May12 110622 58.43 58.70 57.71 58.26 -0.44 40 5,870 -8
Total Volume and Open Interest 78,121 330,643 -3,517
Canola(WCE)
Jul11 110622 579.0 580.6 569.6 573.2 -6.5 2,429 25,768 -2,692
Nov11 110622 582.5 582.5 567.0 572.8 -9.3 3,459 118,390 +730
Jan12 110622 584.6 584.6 576.8 579.7 -9.4 124 12,499 +76
Mar12 110622 587.2 587.2 585.8 585.8 -9.6 20 4,272 +7
May12 110622 591.3 591.8 590.0 591.8 -7.3 1 1,870 +1
Total Volume and Open Interest 6,035 165,981 -1,877
Corn(CBOT)
Jul11 110622 709.00 714.00 677.50 677.50 -30.00 132,757 311,374 -16,785
Sep11 110622 703.25 707.50 672.25 672.25 -30.00 58,710 345,694 +7,382
Dec11 110622 681.25 685.00 650.25 650.25 -30.00 79,343 504,732 +3,459
Mar12 110622 693.00 696.00 662.50 662.50 -30.00 5,929 91,908 +168
May12 110622 699.50 701.75 668.00 669.00 -29.00 2,840 21,383 +561
Jul12 110622 705.50 707.25 675.50 675.50 -30.00 4,346 56,456 +67
Total Volume and Open Interest 289,221 1,427,434 -4,587
Wheat(CBOT)
Jul11 110622 674.25 681.25 617.25 638.25 -36.00 34,631 80,255 -5,318
Sep11 110622 707.50 711.00 650.25 673.25 -32.25 25,666 150,691 +2,592
Dec11 110622 755.00 757.50 698.75 719.50 -34.75 18,979 115,176 +1,557
Mar12 110622 794.00 795.75 738.00 755.25 -38.25 2,901 35,869 +396
May12 110622 799.25 799.25 758.25 774.00 -32.25 613 9,896 +225
Total Volume and Open Interest 86,488 454,632 -440
Wheat(KCBT)
Jul11 110622 803.50 809.75 753.75 770.00 -33.50 16,577 29,274 -2,757
Sep11 110622 822.25 828.25 772.75 788.75 -32.75 11,197 65,585 +1,635
Dec11 110622 847.00 852.75 798.50 814.00 -32.00 3,838 51,354 +1,202
Mar12 110622 859.75 864.50 812.75 826.50 -32.25 725 10,399 +373
May12 110622 850.00 850.00 824.00 832.50 -26.50 24 1,550 -6
Total Volume and Open Interest 32,572 172,403 +411
Wheat(MGE)
Jul11 110622 902.50 902.75 843.00 860.50 -42.25 941 6,061 -132
Sep11 110622 887.25 888.50 832.50 851.50 -33.75 2,106 23,304 +539
Dec11 110622 887.75 890.75 835.00 852.50 -35.00 1,044 18,573 -13
Mar12 110622 898.25 900.25 847.00 863.50 -34.75 214 4,105 +70
May12 110622 894.00 894.00 858.75 866.50 -36.75 123 2,020 +96
Total Volume and Open Interest 4,616 60,822 +583
Oats(CBOT)
Jul11 110622 357.25 357.50 340.00 352.00 -1.50 842 3,486 -99
Sep11 110622 362.00 365.25 347.75 359.00 -2.50 191 3,272 +59
Dec11 110622 372.25 373.75 355.00 365.00 -6.00 558 5,660 +97
Mar12 110622 379.25 383.00 368.50 377.00 -6.00 0 44 +0
Total Volume and Open Interest 1,591 12,491 +57
Rough Rice(CBOT)
Jul11 110622 13.81 13.93 13.58 13.60 -0.21 872 6,270 -431
Sep11 110622 14.82 14.97 14.59 14.62 -0.23 670 7,778 +264
Nov11 110622 15.15 15.30 14.92 14.95 -0.22 184 3,932 +101
Jan12 110622 15.44 15.55 15.27 15.27 -0.21 3 310 -1
Total Volume and Open Interest 1,729 18,591 -67
Live Cattle(CME)
Jun11 110622 112.550 113.330 111.000 111.285 -1.915 2,432 7,135 -1,171
Aug11 110622 112.980 113.500 111.285 111.700 -1.450 21,766 141,703 -1,252
Oct11 110622 118.500 119.050 117.400 117.885 -1.065 10,143 79,151 +1,699
Dec11 110622 121.900 122.500 120.750 121.250 -1.000 6,998 59,562 +194
Feb12 110622 123.400 123.900 122.250 122.800 -1.100 3,223 20,558 +373
Apr12 110622 124.980 125.400 123.885 124.385 -1.265 1,083 9,397 +131
Total Volume and Open Interest 46,034 321,368 +42
Feeder Cattle(CME)
Aug11 110622 137.575 138.850 136.485 138.000 +0.175 3,383 20,850 +344
Sep11 110622 138.035 139.450 137.050 138.400 +0.050 570 5,891 +14
Oct11 110622 138.050 139.485 137.300 138.900 unch 729 4,699 -107
Nov11 110622 138.435 139.900 137.800 139.400 -0.100 427 2,483 -28
Jan12 110622 138.450 139.000 136.800 137.950 -0.250 142 1,254 +11
Mar12 110622 137.000 138.300 136.500 137.575 -0.725 43 146 +11
Apr12 110622 136.550 136.700 136.535 136.700 unch 22 45 +13
Total Volume and Open Interest 5,319 35,389 +260
Lean Hogs(CME)
Jul11 110622 98.750 98.900 97.500 98.285 -0.715 11,721 20,909 -1,185
Aug11 110622 97.750 98.050 96.385 97.330 -0.650 13,528 78,736 +1,195
Oct11 110622 89.600 90.150 88.800 89.700 -0.300 7,139 48,640 +1,687
Dec11 110622 86.930 87.250 85.830 86.500 -0.500 4,275 40,757 +1,202
Feb12 110622 88.750 89.135 87.900 88.385 -0.765 2,398 14,726 +1,176
Apr12 110622 89.950 90.135 89.150 89.900 -0.280 639 6,612 +355
May12 110622 94.000 94.100 93.200 93.500 -0.400 63 408 +46
Jun12 110622 96.200 96.250 95.500 95.700 -0.750 230 4,306 +161
Total Volume and Open Interest 40,247 216,804 +4,810
Class III Milk(CME)
Jun11 110622 19.12 19.14 19.12 19.14 unch 183 5,026 +42
Jul11 110622 20.09 20.14 19.82 19.92 -0.15 333 5,890 +398
Aug11 110622 19.30 19.33 19.05 19.12 -0.15 231 5,220 +94
Sep11 110622 18.53 18.58 18.39 18.41 -0.10 123 4,802 -5
Oct11 110622 17.86 17.88 17.71 17.77 -0.08 52 3,757 +18
Total Volume and Open Interest 1,019 35,230 +593
Cocoa(ICE)
Jul11 110622 3027 3054 3015 3040 +13 163 204 -73
Sep11 110622 3031 3058 2984 3041 +15 6,887 69,115 +329
Dec11 110622 3075 3083 3015 3068 +16 2,407 36,734 -48
Mar12 110622 3086 3118 3050 3105 +17 1,424 29,850 +47
May12 110622 3085 3113 3057 3103 +17 207 8,698 +160
Jul12 110622 3106 3115 3103 3106 +18 54 3,627 +49
Sep12 110622 3112 3112 3111 3112 +20 12 6,194 +1
Total Volume and Open Interest 11,165 161,292 +475
Coffee "C"(ICE)
Jul11 110622 244.90 245.85 242.30 243.75 +0.25 8,411 5,055 -5,364
Sep11 110622 248.40 249.10 244.45 246.20 -0.75 20,449 58,925 +2,267
Dec11 110622 252.00 253.00 248.90 250.55 -0.70 3,829 29,801 +368
Mar12 110622 255.15 255.85 253.05 254.25 -0.75 2,050 7,257 +271
May12 110622 257.25 257.55 255.50 256.45 -0.80 388 3,410 +139
Jul12 110622 258.00 258.15 257.15 257.15 -1.00 87 1,551 +35
Total Volume and Open Interest 35,306 108,489 -2,073
Orange Juice(ICE)
Jul11 110622 197.50 197.50 193.35 194.20 -0.65 1,943 8,011 -1,479
Sep11 110622 188.65 190.25 187.40 187.75 -1.60 2,397 19,669 +1,685
Nov11 110622 183.00 183.00 180.45 181.00 -1.30 170 5,676 +45
Jan12 110622 178.00 178.20 176.90 177.15 -1.15 28 882 +22
Mar12 110622 176.65 177.15 175.80 175.80 -0.80 5 186 +5
May12 110622 174.20 174.20 174.20 174.20 -1.10 9 157 +0
Total Volume and Open Interest 4,552 34,645 +278
Sugar #11(ICE)
Jul11 110622 27.30 27.35 26.93 27.23 -0.26 39,428 83,066 -9,972
Oct11 110622 26.10 26.12 25.60 26.00 -0.26 64,628 282,179 +5,030
Mar12 110622 25.61 25.61 25.12 25.48 -0.22 18,993 117,533 +1,794
May12 110622 24.96 24.96 24.43 24.81 -0.18 5,813 36,841 +771
Jul12 110622 24.43 24.43 23.96 24.28 -0.15 5,045 56,777 +2,020
Total Volume and Open Interest 136,091 634,316 +487
London Cocoa(LCE)
Jul11 110622 1879 1888 1858 1884 +17 2,318 56,624 -1,410
Sep11 110622 1896 1906 1874 1901 +17 5,571 47,031 +128
Dec11 110622 1920 1928 1898 1924 +16 1,205 36,555 +138
Mar12 110622 1935 1942 1913 1939 +15 1,114 40,220 +126
May12 110622 1942 1951 1927 1950 +13 146 10,349 +58
Jul12 110622 1946 1962 1946 1960 +14 545 5,071 +469
Sep12 110622 1952 1970 1952 1968 +16 8 3,231 -1
Total Volume and Open Interest 10,907 207,073 -492
London Sugar(LCE)
Aug11 110622 745.70 747.50 735.20 739.90 -3.70 3,569 23,145 -1,386
Oct11 110622 675.40 676.10 668.60 672.20 -1.40 1,845 14,416 +611
Dec11 110622 655.70 656.90 650.90 653.40 -3.10 749 5,508 -115
Mar12 110622 648.00 649.20 643.40 645.80 -2.20 1,076 5,836 +410
May12 110622 640.00 640.00 634.10 634.10 -4.60 265 2,377 +182
Total Volume and Open Interest 7,605 54,030 -198
Cotton(ICE)
Jul11 110622 156.20 161.58 156.20 161.22 +6.49 4,516 20,623 -2,943
Oct11 110622 130.50 131.75 124.13 128.22 -2.11 25 457 -8
Dec11 110622 124.00 125.45 119.22 121.45 -2.55 9,055 101,353 +2,211
Mar12 110622 117.14 118.04 112.31 114.12 -2.76 724 14,969 +16
May12 110622 112.00 112.00 107.70 108.75 -2.18 142 3,608 +33
Jul12 110622 106.14 108.09 103.41 104.91 -1.74 112 5,608 +1
Total Volume and Open Interest 14,698 149,846 -679
Lumber(CME)
Jul11 110622 233.3 239.4 233.3 237.1 +4.7 566 2,365 -251
Sep11 110622 240.8 252.2 240.8 250.5 +6.6 572 6,164 +168
Nov11 110622 256.8 260.5 255.5 258.5 +5.5 322 1,726 +151
Jan12 110622 275.9 281.0 275.9 281.0 +5.0 52 90 +8
Total Volume and Open Interest 1,512 10,351 +76
Crude Oil(NYM)
Aug11 110622 93.76 95.70 93.24 95.41 +1.24 277,378 326,404 +30,868
Sep11 110622 94.05 96.21 93.74 95.92 +1.32 35,972 156,747 +826
Oct11 110622 94.49 96.65 94.18 96.35 +1.39 16,727 69,318 +143
Nov11 110622 94.62 97.05 94.62 96.78 +1.45 10,568 58,212 +76
Dec11 110622 95.33 97.41 94.95 97.15 +1.49 34,955 187,218 -1,335
Jan12 110622 95.68 97.70 95.56 97.49 +1.53 4,381 50,092 -333
Feb12 110622 95.95 97.82 95.83 97.82 +1.56 2,019 23,755 -264
Mar12 110622 96.28 98.26 95.96 98.13 +1.58 3,856 31,377 +8
Apr12 110622 97.12 98.43 97.12 98.43 +1.60 1,298 18,451 +5
May12 110622 97.90 98.71 97.90 98.71 +1.61 1,057 18,531 -117
Jun12 110622 97.05 99.20 96.81 98.97 +1.63 12,749 74,742 +1,067
Jul12 110622 98.40 99.26 98.24 99.15 +1.63 1,664 30,491 +315
Aug12 110622 99.22 99.22 99.22 99.22 +1.62 702 12,537 +47
Sep12 110622 99.27 99.27 99.27 99.27 +1.62 676 14,958 -85
Oct12 110622 99.34 99.34 99.34 99.34 +1.62 440 10,263 -41
Nov12 110622 99.44 99.44 99.44 99.44 +1.62 524 24,208 -29
Total Volume and Open Interest 568,531 1,532,568 -5,763
e-miNY Crude Oil(NYM)
Jun11 110519 99.675 100.800 98.250 98.450 -1.650 6,142 2,098 -382
Jul11 110620 92.875 93.450 91.175 93.250 +0.250 7,233 2,382 -199
Aug11 110622 93.575 95.675 93.250 95.400 +1.225 7,789 2,260 +135
Sep11 110622 94.175 96.125 93.750 95.925 +1.325 326 584 -73
Oct11 110622 94.500 96.350 94.500 96.350 +1.400 155 269 -64
Nov11 110622 96.775 96.775 96.775 96.775 +1.450 2 21 +0
Dec11 110622 95.750 97.150 95.750 97.150 +1.500 7 295 -5
Jan12 110622 97.500 97.500 97.500 97.500 +1.550 0 6 +0
Feb12 110622 97.825 97.825 97.825 97.825 +1.575 0 3 +0
Mar12 110622 98.125 98.125 98.125 98.125 +1.575 0 8 +0
Total Volume and Open Interest 8,279 3,609 -2,213
Heating Oil(NYM)
Jul11 110622 288.76 297.16 286.94 295.49 +6.49 36,315 61,778 -6,078
Aug11 110622 290.29 298.79 288.47 297.09 +6.47 26,999 75,617 +3,230
Sep11 110622 292.33 300.48 290.43 298.95 +6.46 9,398 45,773 +321
Oct11 110622 294.47 302.15 292.80 300.83 +6.42 3,855 19,851 +418
Nov11 110622 296.12 303.70 294.77 302.76 +6.42 3,778 20,137 +321
Dec11 110622 297.76 305.88 296.58 304.54 +6.40 8,334 35,222 -178
Jan12 110622 299.55 306.23 299.33 306.23 +6.41 1,738 17,614 +214
Feb12 110622 300.00 306.70 300.00 306.70 +6.40 911 7,155 -61
Mar12 110622 299.34 305.98 299.34 305.92 +6.32 554 5,881 +75
Apr12 110622 299.38 304.02 299.20 304.02 +6.29 221 2,420 +138
May12 110622 297.65 302.12 297.65 302.12 +6.22 553 2,446 +229
Jun12 110622 294.90 300.97 294.20 300.97 +6.17 1,762 20,807 -202
Total Volume and Open Interest 95,562 328,039 -1,396
Gasoline(NYMEX)
Jul11 110622 288.25 298.00 288.25 297.33 +9.07 33,570 39,248 -3,686
Aug11 110622 283.64 293.62 282.63 292.88 +9.91 31,486 66,740 +2,555
Sep11 110622 281.53 291.58 280.84 290.75 +9.59 13,279 43,701 +520
Oct11 110622 270.34 279.72 269.29 278.86 +8.90 6,491 25,153 -431
Nov11 110622 269.43 277.26 266.84 276.76 +8.80 3,184 15,774 -135
Dec11 110622 267.82 276.38 265.96 275.65 +8.60 3,964 28,886 +642
Jan12 110622 267.39 276.81 267.39 276.06 +8.44 655 6,552 +22
Feb12 110622 275.93 278.06 275.86 277.50 +8.29 403 4,358 +60
Mar12 110622 279.22 279.22 279.22 279.22 +8.18 148 5,029 +92
Apr12 110622 289.21 290.82 289.07 290.82 +8.01 11 4,124 -10
Total Volume and Open Interest 93,622 255,656 -420
e-miNY RBOB Gasoline(NYM)
Jul11 110622 297.30 297.33 297.30 297.30 +9.00 0 3 +0
Aug11 110622 292.90 292.90 292.88 292.90 +9.90 0 2 +0
Sep11 110622 290.80 290.80 290.75 290.80 +9.60      
Oct11 110622 278.90 278.90 278.86 278.90 +8.90 0 1 +0
Total Volume and Open Interest 0 8 +0
Natural Gas(NYM)
Jul11 110622 4.415 4.444 4.315 4.317 -0.071 96,864 82,346 -9,028
Aug11 110622 4.450 4.476 4.331 4.350 -0.073 55,538 119,933 -646
Sep11 110622 4.469 4.499 4.358 4.375 -0.073 25,430 201,620 +1,342
Oct11 110622 4.520 4.537 4.417 4.418 -0.071 22,206 114,115 +1,246
Nov11 110622 4.651 4.662 4.551 4.551 -0.070 9,315 77,616 -55
Dec11 110622 4.837 4.841 4.737 4.738 -0.068 9,066 44,787 -984
Jan12 110622 4.925 4.942 4.839 4.840 -0.069 10,977 91,474 +492
Feb12 110622 4.928 4.930 4.830 4.831 -0.068 1,621 20,812 +123
Mar12 110622 4.861 4.873 4.773 4.774 -0.068 3,968 42,839 +85
Apr12 110622 4.719 4.734 4.637 4.641 -0.063 3,787 44,430 +326
May12 110622 4.750 4.750 4.658 4.663 -0.061 707 9,661 -12
Jun12 110622 4.742 4.771 4.690 4.694 -0.061 832 11,147 -294
Jul12 110622 4.809 4.817 4.734 4.739 -0.061 654 8,492 +245
Aug12 110622 4.812 4.812 4.765 4.768 -0.061 548 6,990 -23
Sep12 110622 4.856 4.856 4.775 4.779 -0.061 236 7,246 +60
Oct12 110622 4.888 4.897 4.819 4.823 -0.061 1,782 24,303 -77
Total Volume and Open Interest 245,737 984,440 -7,453
Brent Crude Oil(ICE)
Aug11 110622 110.97 114.48 110.35 114.21 +3.26 180,219 205,027 -1,090
Sep11 110622 110.37 114.02 109.95 113.76 +3.21 79,244 147,192 +8,743
Oct11 110622 110.15 113.68 109.74 113.44 +3.16 38,107 61,083 -4,397
Nov11 110622 110.34 113.45 109.52 113.25 +3.15 17,210 38,799 +1,196
Dec11 110622 110.28 113.31 109.32 113.06 +3.13 57,673 93,758 +2,257
Jan12 110622 110.05 113.11 109.27 112.89 +3.10 4,953 22,733 -189
Feb12 110622 109.91 112.92 109.13 112.70 +3.05 3,006 18,354 +187
Mar12 110622 109.77 112.74 109.01 112.52 +3.00 3,041 33,806 +151
Apr12 110622 109.23 112.32 109.23 112.32 +2.97 1,029 9,517 +139
May12 110622 112.12 112.12 112.12 112.12 +2.94 948 5,586 +89
Jun12 110622 109.24 112.11 108.50 111.91 +2.90 6,441 40,157 +582
Jul12 110622 111.74 111.74 111.74 111.74 +2.86 1,029 6,594 +234
Aug12 110622 111.57 111.57 111.57 111.57 +2.83 643 4,550 +92
Sep12 110622 111.38 111.38 111.38 111.38 +2.80 422 5,360 +42
Total Volume and Open Interest 427,414 825,428 +4,483
Gas Oil(ICE)
Jul11 110622 913.50 938.25 906.50 926.50 +5.25 51,813 100,277 -3,371
Aug11 110622 918.00 942.75 910.75 931.00 +5.50 46,120 113,619 +1,326
Sep11 110622 923.00 946.25 914.75 935.00 +5.75 14,571 65,545 +1,407
Oct11 110622 924.75 948.75 919.75 938.00 +5.75 6,484 32,132 +544
Nov11 110622 926.50 950.50 920.00 939.75 +5.75 1,855 28,004 -32
Dec11 110622 929.25 953.75 922.00 942.00 +5.75 13,996 66,940 -1,343
Jan12 110622 931.75 955.75 931.75 945.00 +5.75 4,280 28,453 -976
Feb12 110622 933.50 950.00 933.50 946.25 +5.75 2,785 10,693 +656
Mar12 110622 933.50 957.00 933.50 946.50 +6.25 2,969 10,820 -809
Apr12 110622 932.50 956.25 932.50 945.75 +6.00 598 6,005 -103
Total Volume and Open Interest 153,357 562,977 -2,266
Ethanol(CBOT)
Jun11 110603 2.638 2.640 2.633 2.640 -0.012 38 199 -65
Jul11 110622 2.699 2.699 2.648 2.658 -0.069 335 669 -128
Aug11 110622 2.659 2.665 2.610 2.626 -0.072 929 1,212 -379
Sep11 110622 2.630 2.630 2.570 2.575 -0.074 346 1,483 +112
Oct11 110622 2.484 2.495 2.475 2.475 -0.077 47 1,286 +9
Nov11 110622 2.430 2.430 2.410 2.410 -0.070 27 982 -3
Dec11 110622 2.430 2.430 2.385 2.389 -0.070 15 1,346 -6
Jan12 110622 2.423 2.423 2.360 2.360 -0.071 16 666 +6
Total Volume and Open Interest 1,832 9,359 -357
WTI Crude Oil(ICE
Aug11 110622 93.85 95.69 93.22 95.41 +1.24 72,709 76,658 +4,352
Sep11 110622 94.17 96.19 93.72 95.92 +1.32 18,307 45,812 +1,807
Oct11 110622 94.57 96.62 94.15 96.35 +1.39 7,575 24,685 +160
Nov11 110622 94.74 97.06 94.57 96.78 +1.45 4,022 21,745 -271
Dec11 110622 95.11 97.41 94.93 97.15 +1.49 14,211 83,205 -601
Jan12 110622 95.67 97.71 95.27 97.49 +1.53 1,109 15,679 -69
Feb12 110622 96.20 97.82 95.70 97.82 +1.56 613 4,468 -22
Mar12 110622 96.00 98.18 96.00 98.13 +1.58 1,107 12,554 -26
Apr12 110622 96.30 98.47 96.30 98.43 +1.60 253 4,358 -35
May12 110622 98.50 98.71 98.50 98.71 +1.61 173 2,964 +1
Jun12 110622 97.37 99.07 97.36 98.97 +1.63 1,886 28,085 +152
Jul12 110622 99.15 99.15 99.15 99.15 +1.63 284 4,142 -133
Aug12 110622 99.22 99.22 99.22 99.22 +1.62 39 947 -9
Sep12 110622 99.27 99.27 99.27 99.27 +1.62 8 4,494 -2
Oct12 110622 99.34 99.34 99.34 99.34 +1.62 0 511 +0
Nov12 110622 99.44 99.44 99.44 99.44 +1.62 0 1,612 +0
Total Volume and Open Interest 126,807 442,175 -25,899
US Dollar Index(ICE)
Sep11 110622 75.095 75.310 74.865 75.188 +0.257 24,665 46,116 -578
Dec11 110622 75.600 75.643 75.375 75.643 +0.263 3 516 +2
Mar12 110622 76.143 76.143 76.143 76.143 +0.202 0 1 +0
Total Volume and Open Interest 24,668 46,633 -576
Australian Dollar(CME)
Sep11 110622 104.79 105.33 104.47 104.74 -0.18 90,593 97,215 -1,574
Dec11 110622 103.53 104.02 103.37 103.56 -0.18 96 152 -38
Mar12 110622 102.41 102.60 102.41 102.41 -0.19      
Total Volume and Open Interest 90,689 97,370 -1,612
British Pound(CME)
Sep11 110622 162.23 162.46 160.42 160.62 -1.67 81,753 94,399 +3,707
Dec11 110622 160.37 162.11 160.35 160.44 -1.67 10 128 +10
Mar12 110622 160.25 161.91 160.25 160.25 -1.66 0 2 +0
Total Volume and Open Interest 81,763 94,535 +3,717
Canadian Dollar(CME)
Sep11 110622 102.64 102.93 102.31 102.67 -0.07 54,192 87,463 -907
Dec11 110622 102.47 102.60 102.14 102.45 -0.07 56 3,803 +21
Mar12 110622 102.05 102.28 102.00 102.21 -0.07 1 530 +1
Jun12 110622 101.94 102.01 101.94 101.94 -0.07 0 250 +0
Total Volume and Open Interest 54,249 92,175 -885
Japanese Yen(CME)
Sep11 110622 124.70 125.06 124.24 124.58 -0.30 78,293 96,517 -2,459
Dec11 110622 124.76 125.12 124.67 124.69 -0.31 3 389 +1
Mar12 110622 124.84 125.15 124.84 124.84 -0.31 0 42 +0
Total Volume and Open Interest 78,296 96,955 -2,458
Swiss Franc(CME)
Sep11 110622 119.03 119.97 118.66 119.26 +0.21 36,517 52,338 +374
Dec11 110622 119.05 120.00 118.84 119.37 +0.20 75 171 +47
Mar12 110622 119.49 119.49 119.29 119.49 +0.20 0 1 +0
Total Volume and Open Interest 36,592 52,513 +421
EuroFX(CME)
Sep11 110622 143.68 144.07 143.06 143.38 -0.42 241,768 186,840 -110
Dec11 110622 142.91 143.65 142.75 142.99 -0.42 308 396 +57
Mar12 110622 142.60 143.01 142.60 142.60 -0.41 0 361 +0
Total Volume and Open Interest 242,076 188,428 -53
Mexican Peso(CME)
Jul11 110622 848.5 848.5 847.8 848.5 +0.8      
Aug11 110622 846.5 846.5 845.8 846.5 +0.8      
Total Volume and Open Interest 20,745 102,488 +775
30-Year T-Bonds(CBOT)
Sep11 110622 125~130 126~000 125~040 125~120 -0~010 267,514 642,707 +2,637
Dec11 110622 124~010 124~130 123~300 123~300 -0~010 13 45 +9
Mar12 110622 122~160 122~170 122~160 122~160 -0~010      
Total Volume and Open Interest 272,008 651,683  
10-Year T-Notes(CBOT)
Sep11 110622 123~205 124~045 123~165 123~210 +0~005 1,041,792 1,843,020 +40,324
Dec11 110622 122~085 122~235 122~040 122~085 -0~005 11 248 +0
Mar12 110622 121~085 121~090 121~085 121~085 -0~005      
Total Volume and Open Interest 1,060,175 1,859,165 +33,345
5-Year T-Notes(CBOT)
Jun11 110613 120~120 121~001 120~087 120~108 +0~072 272,931 205,061 -65,504
Sep11 110622 119~120 120~032 119~111 119~122 +0~005 517,476 1,623,373 +31,887
Dec11 110622 118~106 118~106 118~101 118~106 +0~005 0 3 +0
Total Volume and Open Interest 523,344 1,649,232 +29,167
2 Year T-Notes(CBOT)
Jun11 110622 110~008 110~012 110~005 110~006 -0~001 2,411 19,145 -429
Sep11 110622 109~106 109~112 109~103 109~105 unch 335,650 1,013,942 +24,892
Dec11 110622 109~077 109~077 109~077 109~077 unch 0 21 +0
Total Volume and Open Interest 338,061 1,033,108 +24,463
Eurodollars(CME)
Sep11 110622 99.635 99.650 99.620 99.630 +0.005 321,971 1,234,923 +26,157
Dec11 110622 99.555 99.575 99.545 99.555 +0.005 323,848 1,440,211 -20,467
Mar12 110622 99.495 99.515 99.485 99.500 +0.010 272,417 1,617,001 -9,478
Jun12 110622 99.390 99.430 99.390 99.410 +0.015 261,753 1,449,017 +5,051
Sep12 110622 99.245 99.290 99.245 99.265 +0.020 237,425 941,960 +5,749
Dec12 110622 99.045 99.100 99.035 99.060 +0.020 233,282 681,939 -14,820
Mar13 110622 98.830 98.910 98.825 98.850 +0.015 183,145 504,627 +20,459
Jun13 110622 98.595 98.685 98.590 98.615 +0.015 130,090 323,952 -4,092
Sep13 110622 98.350 98.450 98.340 98.370 +0.015 97,790 308,894 +8,903
Dec13 110622 98.090 98.190 98.080 98.105 +0.010 63,352 248,634 +556
Mar14 110622 97.840 97.940 97.825 97.850 +0.005 46,859 222,026 +1,074
Jun14 110622 97.585 97.690 97.570 97.595 +0.005 42,910 164,715 +1,377
Sep14 110622 97.335 97.440 97.325 97.350 +0.010 16,906 91,600 +228
Dec14 110622 97.075 97.180 97.070 97.095 +0.010 13,640 81,641 -1,429
Mar15 110622 96.855 96.950 96.845 96.875 +0.010 13,024 77,797 -1,231
Jun15 110622 4.880 4.975 4.875 4.905 +0.010 11,033 61,250 +209
Sep15 110622 4.665 4.760 4.665 4.695 +0.010 6,129 55,116 -6
Dec15 110622 4.470 4.555 4.465 4.490 +0.005 9,276 48,761 +767
Total Volume and Open Interest 2,337,141 9,834,038 +21,082
30 Day Federal Funds(CBOT)
Jun11 110622 99.900 99.905 99.900 99.902 +0.002 1,375 61,522 +292
Jul11 110622 99.890 99.895 99.885 99.895 +0.005 3,451 58,385 +164
Aug11 110622 99.875 99.880 99.870 99.875 unch 3,826 54,084 -559
Sep11 110622 99.855 99.865 99.850 99.860 unch 2,237 43,659 -653
Oct11 110622 99.845 99.850 99.840 99.850 unch 2,314 52,329 -758
Nov11 110622 99.830 99.835 99.825 99.835 unch 2,809 50,908 -644
Total Volume and Open Interest 52,559 757,233 +5,318
30 Day Fed Funds(e-CBOT)
3-Mth Euro-Yen(CME)
Sep11 110613 99.668 99.668 99.668 99.668 unch      
Dec11 110622 99.665 99.665 99.665 99.665 unch 0 75 +0
Mar12 110622 99.655 99.655 99.655 99.655 unch      
Jun12 110622 99.652 99.652 99.652 99.652 unch      
Sep12 110622 99.585 99.585 99.585 99.585 unch      
Dec12 110622 99.545 99.545 99.545 99.545 unch      
Mar13 110622 99.545 99.545 99.545 99.545 unch      
Jun13 110622 99.500 99.500 99.500 99.500 unch      
Sep13 110622 99.360 99.360 99.360 99.360 unch      
Dec13 110622 99.220 99.220 99.220 99.220 unch      
Total Volume and Open Interest 0 127 +0
3-Mth Euro-Yen(SGX)
Sep11 110622 99.67 99.67 99.67 99.67 unch 0 1,251 -1
Dec11 110622 99.67 99.67 99.67 99.67 unch 0 1,392 +0
Mar12 110622 99.65 99.65 99.65 99.65 unch 5 2,128 +5
Jun12 110622 99.65 99.65 99.65 99.65 unch 0 1,554 +0
Sep12 110622 99.58 99.58 99.58 99.58 unch 0 411 +0
Dec12 110622 99.54 99.54 99.54 99.54 unch 0 24 +0
Mar13 110622 99.54 99.54 99.54 99.54 unch 0 1 +0
Jun13 110622 99.50 99.50 99.50 99.50 unch      
Total Volume and Open Interest 5 6,761 +4
Japanese Gov't Bonds(SGX)
Sep11 110622 141.10 141.22 141.01 141.22 +0.19 1,957 21,153 -414
Dec11 110622 139.30 139.30 139.30 139.30 +0.07 0 1 +0
Mar12 110622 137.21 137.21 137.21 137.21 +0.07      
Total Volume and Open Interest 1,466 23,757 +62
Euro-Bund(EUREX)
Sep11 110621 126.06 126.24 125.73 125.89 -0.26 1,149,191 1,018,149 -78,041
Dec11 110622 125.18 125.31 124.22 124.99 +0.31 13 234 +1
Mar12 110622 124.92 124.92 124.92 124.92 +0.32      
Total Volume and Open Interest 836,471 1,017,253 -1,129
Euro-Bobl(EUREX)
Sep11 110622 116.98 117.32 116.91 117.24 +0.11 934,010 850,110 +25,694
Dec11 110622 115.99 116.30 115.99 116.30 +0.20 500 524 +0
Mar12 110622 116.29 116.29 116.29 116.29 +0.20      
Total Volume and Open Interest 512,623 799,152 -24,145
3-Mth Euribor(EUREX)
Jun11 110613 98.530 98.530 98.530 98.530 +0.005 299 4,770 +0
Sep11 110622 98.290 98.295 98.290 98.295 +0.020 0 2,528 +0
Dec11 110622 98.155 98.175 98.155 98.175 +0.030 0 1,347 +0
Total Volume and Open Interest 7 6,909 +0
Long Gilt(LIFFE)
Jun11 110622 122~26 123~07 122~26 123~01 +0~13 251 12,095 +434
Sep11 110622 121~14 122~06 121~13 121~24 +0~13 81,922 342,785 -6,775
Total Volume and Open Interest 82,173 354,880 -6,341
3-Mth Short Sterling(LIFFE)
Sep11 110622 99.11 99.13 99.10 99.13 +0.03 42,527 463,062 -1,657
Dec11 110622 99.04 99.08 99.03 99.06 +0.03 28,448 450,675 +2,065
Mar12 110622 98.94 99.00 98.93 98.98 +0.04 36,970 448,611 -8,547
Jun12 110622 98.82 98.90 98.82 98.88 +0.06 50,476 308,513 -9,601
Sep12 110622 98.68 98.79 98.67 98.75 +0.07 60,104 289,252 +7,423
Dec12 110622 98.49 98.62 98.48 98.57 +0.08 38,159 237,371 +6,790
Total Volume and Open Interest 295,301 2,554,715 -5,144
3-Mth Euribor(LIFFE)
Sep11 110622 98.270 98.330 98.260 98.295 +0.020 95,541 754,208 +580
Dec11 110622 98.145 98.190 98.135 98.175 +0.030 108,346 546,670 -27,584
Mar12 110622 98.060 98.135 98.060 98.120 +0.040 129,463 546,059 -11,246
Total Volume and Open Interest 739,294 3,444,685 -41,177
3-Mth Aus T-Bills(SFE)
Sep11 110622 95.11 95.12 95.08 95.10 -0.02 47,354 270,415 -1,554
Dec11 110622 95.12 95.12 95.07 95.09 -0.03 36,403 222,044 +6,541
Mar12 110622 95.09 95.09 95.04 95.05 -0.04 22,012 121,634 +1,256
Jun12 110622 95.07 95.07 95.02 95.03 -0.04 14,394 83,807 +2,866
Sep12 110622 95.02 95.04 94.99 95.01 -0.04 7,569 52,741 +1,612
Dec12 110622 95.00 95.01 94.95 94.98 -0.04 6,436 36,957 +327
Mar13 110622 94.98 95.00 94.95 94.96 -0.04 2,952 25,795 +1,656
Jun13 110622 94.93 94.95 94.91 94.91 -0.05 527 6,880 +451
Sep13 110622 94.90 94.91 94.87 94.87 -0.05 270 1,813 +190
Dec13 110622 94.86 94.86 94.81 94.82 -0.06 66 1,296 +53
Total Volume and Open Interest 137,985 823,389 +13,398
10-Year Aus T-Bonds(SFE)
Sep11 110622 94.91 94.91 94.86 94.88 -0.03 58,477 398,995 +7,381
Dec11 110622 94.88 94.88 94.88 94.88 -0.03      
Total Volume and Open Interest 58,477 398,995 +7,381
3-Year Aus T-Bonds(SFE)
Sep11 110621 95.33 95.39 95.27 95.34 unch 145,798 621,212 -73,865
Dec11 110622 95.30 95.30 95.30 95.30 -0.04      
Total Volume and Open Interest 273,125 640,933 +19,721
Gold(CMX)
Jun11 110622 1547.2 1558.5 1544.4 1552.9 +6.9 99 885 -48
Aug11 110622 1547.9 1559.3 1542.0 1553.4 +7.0 95,171 340,100 -506
Oct11 110622 1549.7 1560.0 1543.7 1554.5 +7.0 456 11,902 +84
Dec11 110622 1550.8 1561.0 1544.1 1555.6 +7.0 2,652 70,463 +1,912
Feb12 110622 1551.7 1562.5 1546.6 1556.9 +7.0 144 9,200 +23
Apr12 110622 1553.2 1558.4 1553.1 1558.4 +7.0 61 6,424 -11
Jun12 110622 1565.0 1565.0 1559.9 1559.9 +7.0 61 13,276 +56
Aug12 110622 1555.2 1561.9 1555.2 1561.9 +7.0 2 4,509 +0
Oct12 110622 1563.9 1563.9 1563.9 1563.9 +6.9 35 4,099 +10
Dec12 110622 1571.0 1571.0 1562.7 1566.3 +6.9 165 12,519 +45
Feb13 110622 1573.5 1573.5 1569.1 1569.1 +6.8 193 584 +190
Apr13 110622 1573.2 1573.2 1572.5 1572.5 +6.8 153 201 +149
Total Volume and Open Interest 100,503 513,600 +2,339
Silver(CMX)
Jul11 110622 3642.5 3677.0 3589.5 3673.9 +36.0 48,081 34,823 -1,247
Sep11 110622 3644.5 3678.5 3590.5 3675.4 +36.1 8,959 33,259 +1,751
Dec11 110622 3649.5 3680.0 3595.0 3677.1 +36.3 2,226 22,755 -57
Mar12 110622 3636.5 3675.0 3636.5 3675.0 +36.5 572 4,752 +353
May12 110622 3666.0 3672.3 3650.0 3672.3 +36.5 11 1,306 +6
Jul12 110622 3652.0 3669.8 3652.0 3669.8 +36.5 19 1,793 +2
Sep12 110622 3667.3 3667.3 3667.3 3667.3 +36.4 0 207 +0
Total Volume and Open Interest 60,043 117,503 +827
Platinum(NYMEX)
Jul11 110622 1750.5 1758.2 1742.0 1752.4 +5.2 9,539 18,396 -1,494
Oct11 110622 1759.2 1761.5 1745.6 1755.7 +5.1 3,112 16,342 +1,524
Jan12 110622 1754.9 1758.7 1754.0 1758.7 +4.9 78 462 +73
Apr12 110622 1761.2 1761.2 1761.2 1761.2 +4.9 0 70 +0
Total Volume and Open Interest 12,729 35,274 +100
Palladium(NYMEX)
Jun11 110622 768.85 768.85 768.85 768.85 +4.10 1 319 -41
Sep11 110622 769.45 776.00 761.00 770.65 +3.40 4,012 18,864 -491
Dec11 110622 770.00 771.80 766.85 771.80 +3.35 10 690 +10
Total Volume and Open Interest 4,048 19,899 -511
Copper(CMX)
Jul11 110622 409.05 409.65 404.55 408.80 -0.05 40,253 31,145 +135
Sep11 110622 410.85 411.55 406.40 410.70 unch 11,517 61,171 +1,678
Dec11 110622 412.45 413.20 408.40 412.45 unch 1,062 25,058 +283
Mar12 110622 413.10 413.75 411.25 413.40 +0.05 77 8,582 +5
May12 110622 413.50 413.50 413.50 413.50 +0.05 6 1,624 +3
Total Volume and Open Interest 53,871 133,405 +2,154
DJIA Index(CBOT)
Sep11 110622 12099 12132 12022 12023 -65 1,014 7,474 +511
Dec11 110622 11953 12018 11953 11953 -65 0 85 +0
Mar12 110622 11894 11959 11894 11894 -65      
Jun12 110622 11827 11892 11827 11827 -65      
Total Volume and Open Interest 1,014 7,559 +511
Mini DJIA Index(CBOT)
Jun11 110617 11968 12078 11927 12047 +80 34,294 49,515 -5,412
Sep11 110622 12092 12139 12021 12023 -65 99,165 80,494 +2,635
Dec11 110622 11971 12064 11953 11953 -65 177 300 +7
Mar12 110622 11894 11894 11894 11894 -65 0 10 +0
Total Volume and Open Interest 99,342 80,804 +2,642
S & P 500(CME)
Sep11 110622 1287.40 1293.30 1279.50 1279.80 -8.10 12,257 253,885 +1,898
Dec11 110622 1274.40 1287.50 1274.40 1274.40 -8.10 4 10,473 +2
Mar12 110622 1268.90 1282.00 1268.90 1268.90 -8.10 0 4 +0
Jun12 110622 1263.90 1277.00 1263.90 1263.90 -8.10 0 5 +0
Total Volume and Open Interest 12,261 264,367 +1,900
S & P 500 E-Mini(Globex)
Sep11 110622 1287.75 1293.75 1279.50 1279.75 -8.25 1,675,608 2,540,173 -32,198
Dec11 110622 1283.25 1288.00 1274.50 1274.50 -8.00 382 6,853 +128
Total Volume and Open Interest 1,675,992 2,547,078 -32,068
NASDAQ 100(CME)
Sep11 110622 2244.00 2250.00 2229.00 2229.50 -14.50 2,078 7,026 -1,301
Dec11 110622 2225.50 2245.00 2225.50 2225.50 -14.50 0 2 +0
Mar12 110622 2223.00 2225.50 2223.00 2223.00 -14.50      
Total Volume and Open Interest 2,078 7,028 -1,301
NASDAQ 100 E-Mini(Globex)
Sep11 110622 2243.30 2250.80 2228.80 2229.50 -14.50 215,125 276,875 -4,515
Dec11 110622 2235.80 2243.00 2225.50 2225.50 -14.50 78 75 +49
Total Volume and Open Interest 215,203 276,950 -4,466
S & P Midcap 400(CME)
Sep11 110622 949.20 959.50 948.00 949.20 -4.30 0 638 +0
Dec11 110622 948.20 948.50 948.20 948.20 -4.30      
Mar12 110622 946.20 946.50 946.20 946.20 -4.30      
Total Volume and Open Interest 0 638 +0
Russell 2000 E-Mini(Globex)
Nikkei 225(CME)
Sep11 110622 9530 9665 9510 9580 +40 3,409 28,097 -76
Dec11 110622 9555 9555 9515 9555 +40 6 1 +0
Total Volume and Open Interest 3,415 28,098 -76
Nikkei 225(SGX)
Sep11 110622 9465 9650 9445 9610 +145 79,495 169,572 -5,623
Dec11 110622 9520 9555 9520 9555 +145 567 7,297 +517
Mar12 110622 9550 9550 9550 9550 +145 0 10 +0
Total Volume and Open Interest 82,940 189,980 -3,389
CAC 40(EURONEXT)
Jul11 110622 3870.5 3882.0 3850.5 3869.0 -2.0 110,226 305,434 -37,924
Aug11 110622 3875.0 3885.0 3861.5 3874.0 -2.0 25 21 +4
Sep11 110622 3872.5 3882.0 3859.0 3875.0 -2.0 135 19,568 +0
Total Volume and Open Interest 110,386 325,053 -37,920
Hang Seng Index(HKFE)
Jun11 110622 22000 22045 21806 21832 -2 88,039 94,732 -3,387
Jul11 110622 22037 22050 21815 21835 +4 2,592 5,310 +722
Total Volume and Open Interest 91,506 105,626 -2,518
DAX(EUREX)
Jun11 110617 7076.5 7203.5 7036.0 7203.5 +96.5 251,111 90,589 -25,846
Sep11 110622 7308.5 7337.0 7276.0 7311.5 +6.5 135,046 131,770 -131
Dec11 110622 7328.0 7364.0 7321.5 7340.0 +6.5 229 7,500 +47
Total Volume and Open Interest 135,276 139,271 -83
FT-SE 100(EURONEXT)
Sep11 110622 5726.50 5753.00 5704.50 5739.50 +5.00 86,810 636,135 +1,662
Dec11 110622 5715.00 5715.00 5715.00 5715.00 +5.00 3 680 +0
Mar12 110622 5674.50 5678.00 5674.50 5678.00 +5.00 5 150 +0
Total Volume and Open Interest 86,818 636,965 +1,662
SPI 200(SFE)
Jun11 110617 4517.5 4517.5 4517.5 4517.5 -0.5 19,344 54,828 -132,003
Sep11 110622 4509.0 4555.0 4508.0 4531.0 +22.0 31,667 190,573 +2,481
Dec11 110622 4559.0 4559.0 4548.0 4548.0 +20.0 110 4,629 -74
Total Volume and Open Interest 32,536 199,055 +2,948
GSCI(CME)
Jul11 110622 9.64 19.14 9.64 19.14 +6.50 92 10,176 +14
Aug11 110622 20.39 20.39 20.39 20.39 +6.55 8 10 +8
Sep11 110622 21.14 21.14 21.14 21.14 +7.00      
Total Volume and Open Interest 100 10,186 +22
Reuters CCI(ICE)
Disclaimer: The above quotes are drawn from sources believed to be reliable. Moore Research Center, Inc. assumes no responsiblity for any errors or omissions.
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.

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